Not wrong at all. "No pain no gain" applies to the mental and spiritual self as well as physical. It can be a way to increase your Will. Not necessarily to love pain, but to overcome pain and increase the Will Power.
It means you have caught the self-harm bug along with the exercise one. Be careful because it could weaken you.
It is wrong.
Because it is unnatural to love pain.
Sounds a little obsessive. I get liking sore muscles after working out, I think a lot of people like that.... but why would you like bruises? x_x